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文献汇总
[1] Identifying Signals of the Cross Section of Stock Returns
股票收益横截面的识别信号
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[2] Two Investors, Two Trees, Two Goods
两个投资者,两棵树,两种商品
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[3] What do you think about climate finance?
你如何看待气候金融?
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[4] Naïve Earnings Growth Extrapolation
天真的收益增长外推
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[5] Is Corporate Governance Priced in the Option Market? Evidence from Shareholder Proposals
公司治理是否在期权市场中定价?股东提案的证据
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[6] Investment Styles and Performance of Mutual Funds in India
印度共同基金的投资风格和业绩
出处:-[7] Interest Rate Swap Compounding Formulae
利率互换复利公式
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[8] COVID-19 and Its Impact on Financial Markets and the Real Economy
新冠病毒-19及其对金融市场和实体经济的影响
出处:-[9] Response of Stock Market Volatility to COVID-19 Announcements and Stringency Measures: A Comparison of Developed and Emerging Markets
股票市场波动对新冠病毒-19公告和严格措施的反应:发达市场和新兴市场的比较
出处:Bakry, W., Kavalmthara,P.J., Saverimuttu V., Liu Y.,Cyril S., 2021. Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets. Finance Research Letters,In-press,102350.
https://doi.org/10.1016/j.frl.2021.102350.
[10] An Insight into SPACs and their Valuation Conundrum
对SPAC及其估值难题的洞察
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[11] Ambiguity, Investor Disagreement, and Expected Stock Returns
模糊性、投资者分歧和预期股票回报
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[12] Equity Sector Rotation via Credit Relative Value
通过信贷相对价值进行的权益部门轮换
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[13] Macroeconomic Fundamentals and the Pricing of Anomaly Portfolios
宏观经济基本面与异常投资组合的定价
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[14] Preferences Over Time and Under Uncertainty: Theoretical Foundations
随时间变化和不确定性下的偏好:理论基础
出处:CESifo Working Paper No. 9215
[15] The Inelastic Market Hypothesis: A Microstructural Interpretation
非弹性市场假说:微观结构解释
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[16] Debt Market Responses to Longevity Shocks
债务市场对长寿冲击的反应
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[17] Brown Assets for the Prudent Investor
谨慎投资者的棕色资产
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[18] Do we need dealers in OTC markets?
我们需要OTC市场的经销商吗?
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[19] Mark-to-Market (or Wealth) Taxation in the U.S.: Evidence from Options
美国的按市值计价(或财富)税:来自期权的证据
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[20] Economic drivers of volatility and correlation in precious metal markets
贵金属市场波动性和相关性的经济驱动因素
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[21] Dark Pools and Price Discovery in Limit Order Markets
限价订单市场中的暗池与价格发现
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